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ERH5 Package Trades

EURIBOR OPTIONS

ERH5 97.50/98.00 call spread vs. 96.50 puts, covered via ERH5 at 97.57 (33%d), bought the call spread to sell the puts, with paper paying 11.75 for the package on 9K

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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